In college, right before I graduated, I lived in a house with a couple
other people, but on this one particular night I was the only one home.
Set up: Because I was going to be moving soon I had lots of boxes around
my room. I also have a cat.

So I was alone in the house one night, already asleep when something
wakes me and I hear a thump one of the boxes in my room. I just assumed
it was the cat playing and started to drift back to sleep. Then I felt
the cat on the bed next to me. She was crawling onto me. But as she kept
crawling I started to think "this is too heavy to be my cat." So I
opened my eyes and saw an arm across me. I turned my head and looked up
into a face staring down at mine. My fight-of-flight instinct failed me
and all I did was say "What the hell. Who are you?" And he/she calmly
got up and walked out my bedroom door. I called the police but they
didn't find anyone and weren't able to determine how someone got in.

Some people have suggested that it was a nightmare, but I know that it
actually happened because I had to get out of bed to close bedroom door
after he/she walked out, and I always slept with the door closed. To
this day I can never be sure if this was a legit bedroom intruder or a
ghost. But I never slept in that room again.